making simple java environment

I am pretty new to Java, and I was looking for some good tutorials on youtube and other sites.
I am trying to make a really simple environment in java with a walkthrough.
At school i get lessons in C++, maby it can help for the programming part of it.
Now my question, is it possible for me to make a really simple version of something like this in some program?

(Hm i can't put any links in my posts yet...)
just check google: avengina.org/?target=run should be first link, and on the site press start.